IDEAS home Printed from https://ideas.repec.org/p/ese/iserwp/2018-08.html
   My bibliography  Save this paper

A comparison of robust methods for Mendelian randomization using multiple genetic variants

Author

Listed:
  • Kumari, Meena
  • Bao, Yanchun
  • S. Clarke, Paul
  • Smart, Melissa

Abstract

We report the results of a Mendelian randomization study in which multiple genetic variants are used as instrumental variables to estimate the causal effect of body mass index on personal income in the presence of unobserved confounding. The data come from Understanding Society, a large-scale longitudinal household survey, and the GIANT consortium study. Mendelian randomization studies are known to be affected by both weak instrument bias and the pleiotropic bias that arises when some genetic variants are invalid instrument variables. We review and compare some of the recently developed techniques for using multiple genetic variants as instrumental variables. Our principal focus, however, is to assess the ‘some invalid some valid instrumental variable estimator’ (sisVIVE) developed by Kang et al. (2016). We conduct a comprehensive simulation study to assess sisVIVE for Understanding Society-like data, and find that it outperforms alternative methods across a range of scenarios. However, its performance is poor in absolute terms when the presence of indirect pleiotropy leads to failure of the key ‘InSIDE’ condition, despite this not being explicitly required for identification. We argue that this is because the consistency criterion for sisVIVE does not identify the true causal effect if InSIDE fails. In the application to Understanding Society, we find no evidence for pleiotropic bias, and the negative effect of body mass index on income to be around five times larger than the observational association. However, this conclusion depends on the unverifiable assumption that InSIDE holds.

Suggested Citation

  • Kumari, Meena & Bao, Yanchun & S. Clarke, Paul & Smart, Melissa, 2018. "A comparison of robust methods for Mendelian randomization using multiple genetic variants," ISER Working Paper Series 2018-08, Institute for Social and Economic Research.
  • Handle: RePEc:ese:iserwp:2018-08
    as

    Download full text from publisher

    File URL: https://www.iser.essex.ac.uk/wp-content/uploads/files/working-papers/iser/2018-08.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Zou, Hui, 2006. "The Adaptive Lasso and Its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1418-1429, December.
    2. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    3. Frank Windmeijer & Helmut Farbmacher & Neil Davies & George Davey Smith, 2019. "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(527), pages 1339-1350, July.
    4. von Hinke Kessler Scholder, Stephanie & Davey Smith, George & Lawlor, Debbie A. & Propper, Carol & Windmeijer, Frank, 2013. "Child height, health and human capital: Evidence using genetic markers," European Economic Review, Elsevier, vol. 57(C), pages 1-22.
    5. A. Belloni & D. Chen & V. Chernozhukov & C. Hansen, 2012. "Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain," Econometrica, Econometric Society, vol. 80(6), pages 2369-2429, November.
    6. Stock, James H & Wright, Jonathan H & Yogo, Motohiro, 2002. "A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 518-529, October.
    7. Atsushi Inoue & Gary Solon, 2010. "Two-Sample Instrumental Variables Estimators," The Review of Economics and Statistics, MIT Press, vol. 92(3), pages 557-561, August.
    8. Hyunseung Kang & Anru Zhang & T. Tony Cai & Dylan S. Small, 2016. "Instrumental Variables Estimation With Some Invalid Instruments and its Application to Mendelian Randomization," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(513), pages 132-144, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Yiqi Lin & Frank Windmeijer & Xinyuan Song & Qingliang Fan, 2022. "On the instrumental variable estimation with many weak and invalid instruments," Papers 2207.03035, arXiv.org, revised Dec 2023.
    2. Xiaoran Liang & Eleanor Sanderson & Frank Windmeijer, 2022. "Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator," Papers 2208.05278, arXiv.org.
    3. Frank Windmeijer & Helmut Farbmacher & Neil Davies & George Davey Smith, 2019. "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(527), pages 1339-1350, July.
    4. Qingliang Fan & Yaqian Wu, 2020. "Endogenous Treatment Effect Estimation with some Invalid and Irrelevant Instruments," Papers 2006.14998, arXiv.org.
    5. Nicolas Apfel, 2019. "Relaxing the Exclusion Restriction in Shift-Share Instrumental Variable Estimation," Papers 1907.00222, arXiv.org, revised Jul 2022.
    6. Frank Windmeijer & Xiaoran Liang & Fernando P. Hartwig & Jack Bowden, 2021. "The confidence interval method for selecting valid instrumental variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(4), pages 752-776, September.
    7. Qingliang Fan & Zijian Guo & Ziwei Mei, 2022. "A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates," Papers 2205.00171, arXiv.org, revised Mar 2023.
    8. Hyunseung Kang & Youjin Lee & T. Tony Cai & Dylan S. Small, 2022. "Two robust tools for inference about causal effects with invalid instruments," Biometrics, The International Biometric Society, vol. 78(1), pages 24-34, March.
    9. Victor Chernozhukov & Ivan Fernandez-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers CWP57/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Gyuhyeong Goh & Jisang Yu, 2022. "Causal inference with some invalid instrumental variables: A quasi‐Bayesian approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(6), pages 1432-1451, December.
    11. von Hinke, Stephanie & Davey Smith, George & Lawlor, Debbie A. & Propper, Carol & Windmeijer, Frank, 2016. "Genetic markers as instrumental variables," Journal of Health Economics, Elsevier, vol. 45(C), pages 131-148.
    12. A. Belloni & V. Chernozhukov & I. Fernández‐Val & C. Hansen, 2017. "Program Evaluation and Causal Inference With High‐Dimensional Data," Econometrica, Econometric Society, vol. 85, pages 233-298, January.
    13. Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    14. Eric Gautier & Christiern Rose, 2022. "Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments," Papers 2211.02249, arXiv.org, revised Nov 2022.
    15. Meijer, Erik & Spierdijk, Laura & Wansbeek, Tom, 2017. "Consistent estimation of linear panel data models with measurement error," Journal of Econometrics, Elsevier, vol. 200(2), pages 169-180.
    16. Guo, Zijian & Kang, Hyunseung & Cai, T. Tony & Small, Dylan S., 2018. "Testing endogeneity with high dimensional covariates," Journal of Econometrics, Elsevier, vol. 207(1), pages 175-187.
    17. Mardi Dungey & Vitali Alexeev & Jing Tian & Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91, pages 1-24, June.
    18. Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
    19. Byunghoon Kang, 2018. "Higher Order Approximation of IV Estimators with Invalid Instruments," Working Papers 257105320, Lancaster University Management School, Economics Department.
    20. Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2020. "Ill-posed estimation in high-dimensional models with instrumental variables," Journal of Econometrics, Elsevier, vol. 219(1), pages 171-200.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ese:iserwp:2018-08. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Jonathan Nears (email available below). General contact details of provider: https://edirc.repec.org/data/rcessuk.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.